+125.4%
WMB vs CART
+40.2%
+85.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +7.8% | +1.3% | +6.5% | +7.7% |
| 30D | -5.1% | +19.2% | -24.3% | -6.3% |
| 3M | -4.7% | +17.6% | -22.3% | -5.9% |
| 6M | -7.4% | +47.4% | -54.8% | -10.5% |
| YTD | +17.5% | +30.9% | -13.4% | +14.8% |
| 1Y | +19.5% | +46.0% | -26.5% | +15.1% |
| 3Y | +121.3% | +130.3% | -9.0% | +106.7% |
| All | +125.4% | +40.2% | +85.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling